@paraswap/dex-lib 3.8.22 → 3.8.23

package/build/dex/smoothy.js

@@ -0,0 +1,48 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Smoothy = void 0;
+const abi_1 = require("@ethersproject/abi");
+const constants_1 = require("../constants");
+const simple_exchange_1 = require("./simple-exchange");
+const Smoothy_json_1 = __importDefault(require("../abi/Smoothy.json"));
+var SmoothyFunctions;
+(function (SmoothyFunctions) {
+    SmoothyFunctions["swap"] = "swap";
+})(SmoothyFunctions || (SmoothyFunctions = {}));
+class Smoothy extends simple_exchange_1.SimpleExchange {
+    constructor(dexHelper) {
+        super(dexHelper, 'smoothy');
+        this.minConversionRate = '1';
+        this.exchangeRouterInterface = new abi_1.Interface(Smoothy_json_1.default);
+    }
+    getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        if (side === constants_1.SwapSide.BUY)
+            throw new Error(`Buy not supported`);
+        const { i, j } = data;
+        const payload = this.abiCoder.encodeParameter({
+            ParentStruct: {
+                i: 'int128',
+                j: 'int128',
+            },
+        }, { i, j });
+        return {
+            targetExchange: data.exchange,
+            payload,
+            networkFee: '0',
+        };
+    }
+    async getSimpleParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        if (side === constants_1.SwapSide.BUY)
+            throw new Error(`Buy not supported`);
+        const { exchange, i, j } = data;
+        const swapFunctionParams = [i, j, srcAmount, destAmount];
+        const swapData = this.exchangeRouterInterface.encodeFunctionData(SmoothyFunctions.swap, swapFunctionParams);
+        return this.buildSimpleParamWithoutWETHConversion(srcToken, srcAmount, destToken, destAmount, swapData, exchange);
+    }
+}
+exports.Smoothy = Smoothy;
+Smoothy.dexKeys = ['smoothy'];
+//# sourceMappingURL=smoothy.js.map

package/build/dex/smoothy.js.map

@@ -0,0 +1 @@
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package/build/dex/solidly/forks-override/cone.d.ts

@@ -0,0 +1,22 @@
+import { Solidly } from '../solidly';
+import { SolidlyPair } from '../types';
+import { Network } from '../../../constants';
+import { IDexHelper } from '../../../dex-helper';
+export declare class Cone extends Solidly {
+    protected network: Network;
+    protected dexHelper: IDexHelper;
+    feeFactor: number;
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+    constructor(network: Network, dexKey: string, dexHelper: IDexHelper);
+    private callDecoder;
+    protected getFeesMultiCallData(pair: SolidlyPair): {
+        callEntry: {
+            target: string;
+            callData: string;
+        };
+        callDecoder: (values: any[]) => number;
+    };
+}

package/build/dex/solidly/forks-override/cone.js

@@ -0,0 +1,53 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Cone = void 0;
+const solidly_1 = require("../solidly");
+const abi_1 = require("@ethersproject/abi");
+const config_1 = require("../config");
+const utils_1 = require("../../../utils");
+const lodash_1 = __importDefault(require("lodash"));
+const swapFeeFunctionName = 'swapFee';
+const ConePairABI = [
+    {
+        inputs: [],
+        name: swapFeeFunctionName,
+        outputs: [{ internalType: 'uint256', name: '', type: 'uint256' }],
+        stateMutability: 'view',
+        type: 'function',
+    },
+];
+const conePairIface = new abi_1.Interface(ConePairABI);
+class Cone extends solidly_1.Solidly {
+    constructor(network, dexKey, dexHelper) {
+        super(network, dexKey, dexHelper, true);
+        this.network = network;
+        this.dexHelper = dexHelper;
+        this.feeFactor = 1e4;
+    }
+    callDecoder(values) {
+        const fees = parseInt(conePairIface
+            .decodeFunctionResult(swapFeeFunctionName, values)[0]
+            .toString());
+        if (!fees)
+            return 0;
+        // noinspection UnnecessaryLocalVariableJS
+        const feeCode = Math.ceil(this.feeFactor / fees);
+        return feeCode;
+    }
+    getFeesMultiCallData(pair) {
+        const callEntry = {
+            target: pair.exchange,
+            callData: conePairIface.encodeFunctionData(swapFeeFunctionName, []),
+        };
+        return {
+            callEntry,
+            callDecoder: this.callDecoder.bind(this),
+        };
+    }
+}
+exports.Cone = Cone;
+Cone.dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(lodash_1.default.pick(config_1.SolidlyConfig, ['Cone']));
+//# sourceMappingURL=cone.js.map

package/build/dex/solidly/forks-override/cone.js.map

@@ -0,0 +1 @@
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package/build/dex/solidly/forks-override/solisnek.d.ts

@@ -0,0 +1,8 @@
+import { Velodrome } from './velodrome';
+import { Network } from '../../../constants';
+export declare class SoliSnek extends Velodrome {
+    static dexKeysWithNetwork: {
+        key: string;
+        networks: Network[];
+    }[];
+}

package/build/dex/solidly/forks-override/solisnek.js

@@ -0,0 +1,15 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SoliSnek = void 0;
+const velodrome_1 = require("./velodrome");
+const utils_1 = require("../../../utils");
+const config_1 = require("../config");
+const lodash_1 = __importDefault(require("lodash"));
+class SoliSnek extends velodrome_1.Velodrome {
+}
+exports.SoliSnek = SoliSnek;
+SoliSnek.dexKeysWithNetwork = (0, utils_1.getDexKeysWithNetwork)(lodash_1.default.pick(config_1.SolidlyConfig, ['SoliSnek']));
+//# sourceMappingURL=solisnek.js.map

package/build/dex/solidly/forks-override/solisnek.js.map

@@ -0,0 +1 @@
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package/build/dex/stable-pool.d.ts

@@ -0,0 +1,28 @@
+import { Interface } from '@ethersproject/abi';
+import { SwapSide } from '../constants';
+import { AdapterExchangeParam, NumberAsString, SimpleExchangeParam } from '../types';
+import { IDexTxBuilder } from './idex';
+import { SimpleExchange } from './simple-exchange';
+import { IDexHelper } from '../dex-helper';
+declare type StablePoolData = {
+    exchange: string;
+    i: string;
+    j: string;
+    deadline: string;
+};
+declare type StablePoolParam = [
+    i: NumberAsString,
+    j: NumberAsString,
+    dx: NumberAsString,
+    min_dy: NumberAsString,
+    deadline?: string
+];
+export declare class StablePool extends SimpleExchange implements IDexTxBuilder<StablePoolData, StablePoolParam> {
+    static dexKeys: string[];
+    exchangeRouterInterface: Interface;
+    minConversionRate: string;
+    constructor(dexHelper: IDexHelper);
+    getAdapterParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: StablePoolData, side: SwapSide): AdapterExchangeParam;
+    getSimpleParam(srcToken: string, destToken: string, srcAmount: string, destAmount: string, data: StablePoolData, side: SwapSide): Promise<SimpleExchangeParam>;
+}
+export {};

package/build/dex/stable-pool.js

@@ -0,0 +1,62 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.StablePool = void 0;
+const abi_1 = require("@ethersproject/abi");
+const constants_1 = require("../constants");
+const simple_exchange_1 = require("./simple-exchange");
+const StablePool_json_1 = __importDefault(require("../abi/StablePool.json"));
+var StabePoolFunctions;
+(function (StabePoolFunctions) {
+    StabePoolFunctions["swap"] = "swap";
+})(StabePoolFunctions || (StabePoolFunctions = {}));
+class StablePool extends simple_exchange_1.SimpleExchange {
+    constructor(dexHelper) {
+        super(dexHelper, 'stablePool');
+        this.minConversionRate = '1';
+        this.exchangeRouterInterface = new abi_1.Interface(StablePool_json_1.default);
+    }
+    getAdapterParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        if (side === constants_1.SwapSide.BUY)
+            throw new Error(`Buy not supported`);
+        const { i, j, deadline } = data;
+        const payload = this.abiCoder.encodeParameter({
+            ParentStruct: {
+                i: 'int128',
+                j: 'int128',
+                deadline: 'uint256',
+            },
+        }, { i, j, deadline });
+        return {
+            targetExchange: data.exchange,
+            payload,
+            networkFee: '0',
+        };
+    }
+    async getSimpleParam(srcToken, destToken, srcAmount, destAmount, data, side) {
+        if (side === constants_1.SwapSide.BUY)
+            throw new Error(`Buy not supported`);
+        const { exchange, i, j, deadline } = data;
+        const swapFunctionParams = [
+            i,
+            j,
+            srcAmount,
+            this.minConversionRate,
+            deadline,
+        ];
+        const swapData = this.exchangeRouterInterface.encodeFunctionData(StabePoolFunctions.swap, swapFunctionParams);
+        return this.buildSimpleParamWithoutWETHConversion(srcToken, srcAmount, destToken, destAmount, swapData, exchange);
+    }
+}
+exports.StablePool = StablePool;
+StablePool.dexKeys = [
+    'nerve',
+    'saddle',
+    'ironv2',
+    'snowball',
+    'axial',
+    'zyberswapstable',
+];
+//# sourceMappingURL=stable-pool.js.map

package/build/dex/stable-pool.js.map

@@ -0,0 +1 @@
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package/build/dex/swaap-v1/config.d.ts

@@ -0,0 +1,17 @@
+import { DexParams } from './types';
+import { DexConfigMap } from '../../types';
+export declare const MAX_GAS_COST_ESTIMATION: number;
+export declare const SUBGRAPH_TIMEOUT: number;
+export declare const MAX_POOL_CNT = 1000;
+export declare const POOL_CACHE_TTL: number;
+export declare const RECCURING_POOL_FETCH_INTERVAL_MS: number;
+export declare const SwaapV1Config: DexConfigMap<DexParams>;
+export declare const Adapters: {
+    [chainId: number]: {
+        [side: string]: {
+            name: string;
+            index: number;
+        }[] | null;
+    };
+};
+export declare const SUBGRAPH_FETCH_ALL_POOOLS_RQ = "query ($count: Int) {\n  pools: pools(first: $count, orderBy: liquidity, orderDirection: desc, where: {finalized: true}) {\n    id\n    tokens {\n      address\n      decimals\n      oracleInitialState {\n        proxy\n        price: fixedPointPrice\n        decimals\n      }\n    }\n    liquidityUSD: liquidity\n    swapFee\n    dynamicCoverageFeesZ\n    dynamicCoverageFeesHorizon\n    priceStatisticsLookbackInSec\n    priceStatisticsLookbackInRound\n    priceStatisticsLookbackStepInRound\n    maxPriceUnpegRatio\n  }\n}";

package/build/dex/swaap-v1/config.js

@@ -0,0 +1,56 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SUBGRAPH_FETCH_ALL_POOOLS_RQ = exports.Adapters = exports.SwaapV1Config = exports.RECCURING_POOL_FETCH_INTERVAL_MS = exports.POOL_CACHE_TTL = exports.MAX_POOL_CNT = exports.SUBGRAPH_TIMEOUT = exports.MAX_GAS_COST_ESTIMATION = void 0;
+const constants_1 = require("../../constants");
+exports.MAX_GAS_COST_ESTIMATION = 375 * 1000;
+exports.SUBGRAPH_TIMEOUT = 1000 * 10;
+exports.MAX_POOL_CNT = 1000;
+exports.POOL_CACHE_TTL = 60 * 60; // 1hr
+exports.RECCURING_POOL_FETCH_INTERVAL_MS = 12 * 3600 * 1000; // 12h (in ms)
+exports.SwaapV1Config = {
+    SwaapV1: {
+        [constants_1.Network.POLYGON]: {
+            subgraphURL: 'https://api.thegraph.com/subgraphs/name/swaap-labs/swaapv1',
+            exchangeProxy: '0x718cc95685a0b0af73c2c8534243039a28687037',
+        },
+    },
+};
+exports.Adapters = {
+    [constants_1.Network.POLYGON]: {
+        [constants_1.SwapSide.SELL]: [
+            {
+                name: 'PolygonAdapter02',
+                index: 6,
+            },
+        ],
+        [constants_1.SwapSide.BUY]: [
+            {
+                name: 'PolygonBuyAdapter',
+                index: 4,
+            },
+        ],
+    },
+};
+exports.SUBGRAPH_FETCH_ALL_POOOLS_RQ = `query ($count: Int) {
+  pools: pools(first: $count, orderBy: liquidity, orderDirection: desc, where: {finalized: true}) {
+    id
+    tokens {
+      address
+      decimals
+      oracleInitialState {
+        proxy
+        price: fixedPointPrice
+        decimals
+      }
+    }
+    liquidityUSD: liquidity
+    swapFee
+    dynamicCoverageFeesZ
+    dynamicCoverageFeesHorizon
+    priceStatisticsLookbackInSec
+    priceStatisticsLookbackInRound
+    priceStatisticsLookbackStepInRound
+    maxPriceUnpegRatio
+  }
+}`;
+//# sourceMappingURL=config.js.map

package/build/dex/swaap-v1/config.js.map

@@ -0,0 +1 @@
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package/build/dex/swaap-v1/constants.d.ts

@@ -0,0 +1,6 @@
+import { BigNumber } from '@0x/utils';
+import { SwaapV1PoolParameters, SwaapV1PoolLiquidities, SwaapV1PoolOracles } from './types';
+export declare const defaultParametersState: SwaapV1PoolParameters;
+export declare const defaultLiquiditiesState: SwaapV1PoolLiquidities;
+export declare const defaultOraclesState: SwaapV1PoolOracles;
+export declare const protocolPrecision: BigNumber;

package/build/dex/swaap-v1/constants.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.protocolPrecision = exports.defaultOraclesState = exports.defaultLiquiditiesState = exports.defaultParametersState = void 0;
+const utils_1 = require("@0x/utils");
+exports.defaultParametersState = {
+    swapFee: BigInt(10 ** 12),
+    priceStatisticsLookbackInRound: 5,
+    priceStatisticsLookbackStepInRound: 4,
+    dynamicCoverageFeesZ: BigInt(6),
+    dynamicCoverageFeesHorizon: BigInt(5),
+    priceStatisticsLookbackInSec: BigInt(3600),
+    maxPriceUnpegRatio: BigInt(1025000000000000000),
+};
+exports.defaultLiquiditiesState = {};
+exports.defaultOraclesState = {};
+exports.protocolPrecision = new utils_1.BigNumber(10).pow(new utils_1.BigNumber(18));
+//# sourceMappingURL=constants.js.map

package/build/dex/swaap-v1/constants.js.map

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package/build/dex/swaap-v1/libraries/ChainlinkUtils.d.ts

@@ -0,0 +1,25 @@
+import * as Struct from './Struct';
+import { ChainLinkData } from '../types';
+export declare class ChainlinkUtils {
+    static getLatestRound(latestRoundId: number, historicalPrices: ChainLinkData, currentTimestamp: bigint): Struct.LatestRound;
+    /**
+     * @notice Retrieves historical data from round id.
+     * @dev Special cases:
+     * - if retrieved price is negative --> fails
+     * - if no data can be found --> returns (0,0)
+     * @param oracle The price feed oracle
+     * @param _roundId The the round of interest ID
+     * @return The round price
+     * @return The round timestamp
+     */
+    static getRoundData(_roundId: number, historicalPrices: ChainLinkData): [bigint, bigint];
+    /**
+     * @notice Computes the price of token 2 in terms of token 1
+     * @param price_1 The latest price data for token 1
+     * @param decimals_1 The sum of the decimals of token 1 its oracle
+     * @param price_2 The latest price data for token 2
+     * @param decimals_2 The sum of the decimals of token 2 its oracle
+     * @return The last price of token 2 divded by the last price of token 1
+     */
+    static getTokenRelativePrice(price_1: bigint, decimals_1: bigint, price_2: bigint, decimals_2: bigint): bigint;
+}

package/build/dex/swaap-v1/libraries/ChainlinkUtils.js

@@ -0,0 +1,62 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ChainlinkUtils = void 0;
+const Const_1 = require("./Const");
+const Num_1 = require("./Num");
+const _require = (b, message) => {
+    if (!b)
+        throw new Error(message);
+};
+class ChainlinkUtils {
+    static getLatestRound(latestRoundId, historicalPrices, currentTimestamp) {
+        let latestRoundData = historicalPrices[latestRoundId];
+        let latestPrice = latestRoundData.answer;
+        let latestTimestamp = latestRoundData.timestamp;
+        _require(currentTimestamp - latestTimestamp <= Const_1.Const.ORACLE_TIMEOUT, 'Err.EXCEEDED_ORACLE_TIMEOUT');
+        _require(latestPrice > 0, 'Err.NON_POSITIVE_PRICE');
+        return {
+            roundId: latestRoundId,
+            price: latestPrice,
+            timestamp: latestTimestamp,
+        };
+    }
+    /**
+     * @notice Retrieves historical data from round id.
+     * @dev Special cases:
+     * - if retrieved price is negative --> fails
+     * - if no data can be found --> returns (0,0)
+     * @param oracle The price feed oracle
+     * @param _roundId The the round of interest ID
+     * @return The round price
+     * @return The round timestamp
+     */
+    static getRoundData(_roundId, historicalPrices) {
+        let data = historicalPrices[_roundId];
+        _require(data != undefined, 'Err.UNAVAILABLE_HISTORICAL_PRICE');
+        _require(data.answer >= 0, 'Err.NEGATIVE_PRICE');
+        return [data.answer, data.timestamp];
+    }
+    /**
+     * @notice Computes the price of token 2 in terms of token 1
+     * @param price_1 The latest price data for token 1
+     * @param decimals_1 The sum of the decimals of token 1 its oracle
+     * @param price_2 The latest price data for token 2
+     * @param decimals_2 The sum of the decimals of token 2 its oracle
+     * @return The last price of token 2 divded by the last price of token 1
+     */
+    static getTokenRelativePrice(price_1, decimals_1, price_2, decimals_2) {
+        // we consider tokens price to be > 0
+        if (decimals_1 > decimals_2) {
+            return Num_1.Num.div(Num_1.Num.mul(price_2, 10n ** (decimals_1 - decimals_2) * Const_1.Const.ONE), price_1);
+        }
+        else if (decimals_1 < decimals_2) {
+            return Num_1.Num.div(Num_1.Num.div(price_2, price_1), 10n ** (decimals_2 - decimals_1) * Const_1.Const.ONE);
+        }
+        else {
+            // decimals_1 == decimals_2
+            return Num_1.Num.div(price_2, price_1);
+        }
+    }
+}
+exports.ChainlinkUtils = ChainlinkUtils;
+//# sourceMappingURL=ChainlinkUtils.js.map

package/build/dex/swaap-v1/libraries/ChainlinkUtils.js.map

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package/build/dex/swaap-v1/libraries/Const.d.ts

@@ -0,0 +1,18 @@
+export declare class Const {
+    static ONE: bigint;
+    static MIN_POW_BASE: bigint;
+    static MAX_POW_BASE: bigint;
+    static POW_PRECISION: bigint;
+    static ORACLE_TIMEOUT: bigint;
+    static MIN_FEE: bigint;
+    static EXIT_FEE: bigint;
+    static BASE_Z: bigint;
+    static BASE_HORIZON: bigint;
+    static BASE_LOOKBACK_IN_ROUND: number;
+    static BASE_LOOKBACK_IN_SEC: bigint;
+    static LOOKBACK_STEP_IN_ROUND: number;
+    static MAX_IN_RATIO: bigint;
+    static MAX_OUT_RATIO: bigint;
+    static FALLBACK_SPREAD: bigint;
+    static BASE_MAX_PRICE_UNPEG_RATIO: bigint;
+}

package/build/dex/swaap-v1/libraries/Const.js

@@ -0,0 +1,26 @@
+"use strict";
+var _a;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Const = void 0;
+const bigint_constants_1 = require("../../../bigint-constants");
+class Const {
+}
+exports.Const = Const;
+_a = Const;
+Const.ONE = bigint_constants_1.BI_POWS[18];
+Const.MIN_POW_BASE = 1n;
+Const.MAX_POW_BASE = 2n * _a.ONE - 1n;
+Const.POW_PRECISION = _a.ONE / 10n ** 10n;
+Const.ORACLE_TIMEOUT = 2n * 60n;
+Const.MIN_FEE = _a.ONE / 10n ** 6n;
+Const.EXIT_FEE = 0n;
+Const.BASE_Z = 6n * _a.ONE;
+Const.BASE_HORIZON = 5n * _a.ONE;
+Const.BASE_LOOKBACK_IN_ROUND = 5;
+Const.BASE_LOOKBACK_IN_SEC = 3600n;
+Const.LOOKBACK_STEP_IN_ROUND = 4;
+Const.MAX_IN_RATIO = _a.ONE / 2n;
+Const.MAX_OUT_RATIO = _a.ONE / 3n + 1n;
+Const.FALLBACK_SPREAD = (3n * _a.ONE) / 1000n;
+Const.BASE_MAX_PRICE_UNPEG_RATIO = _a.ONE + _a.ONE / 40n;
+//# sourceMappingURL=Const.js.map

package/build/dex/swaap-v1/libraries/Const.js.map

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package/build/dex/swaap-v1/libraries/GeometricBrownianMotion.d.ts

@@ -0,0 +1,77 @@
+import * as Struct from './Struct';
+import { ChainLinkData } from '../types';
+export declare class GeometricBrownianMotion {
+    /**
+     * @notice Gets asset-pair approximate historical return's mean and variance
+     * @param latestRoundIn The round-to-start-from's data including its ID of tokenIn
+     * @param latestRoundOut The round-to-start-from's data including its ID of tokenOut
+     * @param hpParameters The parameters for historical prices retrieval
+     * @return gbmEstimation The asset-pair historical return's mean and variance
+     */
+    static getParametersEstimation(latestRoundIn: Struct.LatestRound, latestRoundOut: Struct.LatestRound, hpParameters: Struct.HistoricalPricesParameters, historicalOracleStateIn: ChainLinkData, historicalOracleStateOut: ChainLinkData): Struct.GBMEstimation;
+    /**
+     * @notice Gets asset-pair historical data return's mean and variance
+     * @param noMoreDataPoints True if and only if the retrieved data span over the whole time window of interest
+     * @param hpDataIn Historical prices data of tokenIn
+     * @param hpDataOut Historical prices data of tokenOut
+     * @param hpParameters The parameters for historical prices retrieval
+     * @return gbmEstimation The asset-pair historical return's mean and variance
+     */
+    static _getParametersEstimation(noMoreDataPoints: boolean, hpDataIn: Struct.HistoricalPricesData, hpDataOut: Struct.HistoricalPricesData, hpParameters: Struct.HistoricalPricesParameters): Struct.GBMEstimation;
+    /**
+     * @notice Gets asset-pair historical prices with timestamps
+     * @param pricesIn The historical prices of tokenIn
+     * @param timestampsIn The timestamps corresponding to the tokenIn's historical prices
+     * @param startIndexIn The tokenIn historical data's last valid index
+     * @param pricesOut The tokenIn historical data's last valid index
+     * @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
+     * @param startIndexOut The tokenOut historical data's last valid index
+     * @return values The asset-pair historical prices array
+     * @return timestamps The asset-pair historical timestamps array
+     */
+    static getSeries(pricesIn: bigint[], timestampsIn: bigint[], startIndexIn: number, pricesOut: bigint[], timestampsOut: bigint[], startIndexOut: number): [bigint[], bigint[]];
+    /**
+     * @notice Gets asset-pair historical mean/variance from timestamped data
+     * @param values The historical values
+     * @param timestamps The corresponding time deltas, in seconds
+     * @return mean The asset-pair historical return's mean
+     * @return variance asset-pair historical return's variance
+     */
+    static getStatistics(values: bigint[], timestamps: bigint[]): [bigint, bigint];
+    /**
+     * @notice Gets historical prices from a Chainlink data feed
+     * @dev Few specificities:
+     * - it filters out round data with null price or timestamp
+     * - it stops filling the prices/timestamps when:
+     * a) hpParameters.lookbackInRound rounds have already been found
+     * b) time window induced by hpParameters.lookbackInSec is no more satisfied
+     * @param latestRound The round-to-start-from's data including its ID
+     * @param hpParameters The parameters for historical prices retrieval
+     * @return historicalPrices The historical prices of a token
+     * @return historicalTimestamps The timestamps of the reported prices
+     * @return index The last valid index of the returned arrays
+     * @return noMoreDataPoints True if the reported historical prices reaches the lookback time limit
+     */
+    static getHistoricalPrices(latestRound: Struct.LatestRound, hpParameters: Struct.HistoricalPricesParameters, historicalOracleState: ChainLinkData): [bigint[], bigint[], number, boolean];
+    /**
+     * @notice Finds the next data point in chronological order
+     * @dev Few considerations:
+     * - data point with same timestamp as previous point are tagged with a 'skip=true'
+     * - when we reach the last point of a token, we consider it's value constant going forward with the other token
+     * As a result the variance of those returns will be underestimated.
+     * @param startIndexIn  The tokenIn historical data's last valid index
+     * @param startIndexOut The tokenOut historical data's last valid index
+     * @param timestampsIn  The timestamps corresponding to the tokenIn's historical prices
+     * @param timestampsOut The timestamps corresponding to the tokenOut's historical prices
+     * @return skip The 'skip' tag
+     * @return startIndexIn The updated startIndexIn
+     * @return startIndexOut The updated startIndexOut
+     */
+    static getNextSample(startIndexIn: number, startIndexOut: number, timestampsIn: bigint[], timestampsOut: bigint[]): [boolean, number, number];
+    /**
+     * @notice Consolidate the last valid indexes of tokenIn and tokenOut
+     * @param hpDataIn Historical prices data of tokenIn
+     * @param hpDataOut Historical prices data of tokenOut
+     */
+    static consolidateStartIndices(hpDataIn: Struct.HistoricalPricesData, hpDataOut: Struct.HistoricalPricesData): void;
+}